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nim.rb
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require 'faraday'
require 'json'
require 'inifile'
require 'time'
require 'open-uri'
conf = IniFile.load("token.conf")
uri = "https://api-fxtrade.oanda.com/"
connect = Faraday::Connection.new(:url => uri) do |builder|
builder.use Faraday::Request::UrlEncoded
builder.use Faraday::Adapter::NetHttp
end
response_bullish = connect.get do |request|
request.url "labs/v1/signal/autochartist&type=keylevel&direction=bullish"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
response_bearish = connect.get do |request|
request.url "labs/v1/signal/autochartist&type=keylevel&direction=bearish"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
response_orders = connect.get do |request|
request.url "v1/accounts/#{conf['conf']['account']}/orders"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
response_positions = connect.get do |request|
request.url "v1/accounts/#{conf['conf']['account']}/positions"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
response_account = connect.get do |request|
request.url "v1/accounts/#{conf['conf']['account']}"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
response_trades = connect.get do |request|
request.url "v1/accounts/#{conf['conf']['account']}/trades"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
orders = JSON.parser.new(response_orders.body).parse
positions = JSON.parser.new(response_positions.body).parse
account = JSON.parser.new(response_account.body).parse
trades = JSON.parser.new(response_trades.body).parse
margin=(account['marginUsed']/account['balance']*100).to_i
holds=[]
sholds=[]
bholds=[]
orders['orders'].each { |order|
holds.push(order['instrument'])
if(order['side']=='buy')
bholds.push(order['instrument'])
else
sholds.push(order['instrument'])
end
}
positions['positions'].each { |position|
holds.push(position['instrument'])
if(position['side']=='buy')
bholds.push(position['instrument'])
else
sholds.push(position['instrument'])
end
}
p holds
p "==================================mod=================================="
trades['trades'].each { |trade|
if(trade['side']=='sell')
if( (Time.now - Time.parse(trade['time'])) / (24*60*60) >= 0.5)
instrument = trade['instrument']
p instrument
precision = connect.get do |request|
request.url "v1/instruments?accountId=#{conf['conf']['account']}&instruments=#{instrument}&fields=precision"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
prec_data = JSON.parser.new(precision.body).parse
if prec_data['code'] == 43
next
end
p = prec_data['instruments'][0]['precision']
p p
p trade['price'].to_f
prec = p.to_f.to_s.sub("1.0e-","").to_i
p (trade['price'].to_f - p.to_f).round(prec)
end
end
}
p "==================================buy=================================="
json = JSON.parser.new(response_bullish.body)
data = json.parse
data['signals'].each { |signal|
instrument = signal['instrument']
pattern = signal['meta']['pattern']
if "Pennant".include?(pattern)
next
end
if !signal['data']['points']['keytime'].nil?
next
end
if margin >= 50
next
end
probability = signal['meta']['probability']
support_y1 = signal['data']['points']['support']['y1']
resistance_y1 = signal['data']['points']['resistance']['y1']
prediction_price = signal['data']['prediction']['pricelow']
starttime = signal['data']['prediction']['timefrom']
endtime = signal['data']['patternendtime']
direction = signal['meta']['direction']
if holds.include?(instrument)
next
end
if probability >=65 && direction == 1
if (Time.at(endtime) <= Time.now)
p "==========#{instrument}(#{probability}%)[#{pattern}]=========="
p "price #{resistance_y1} and #{prediction_price}"
p "order price: #{resistance_y1 - (resistance_y1 - support_y1) * 0.2}"
p "target price: #{resistance_y1 + (prediction_price - resistance_y1) * 0.2}"
p Time.at(endtime)
sleep 1
precision = connect.get do |request|
request.url "v1/instruments?accountId=#{conf['conf']['account']}&instruments=#{instrument}&fields=precision"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
prec=5
prec_data = JSON.parser.new(precision.body).parse
if prec_data['code'] == 43
next
else
prec_data['instruments'].each { |instrument|
prec= instrument['precision'].to_f.to_s.sub("1.0e-","").to_i
}
p prec
end
res = connect.post do |request|
request.url "v1/accounts/#{conf['conf']['account']}/orders"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
request.body = {
:instrument => instrument,
:units => 50,
:side => :buy,
:type => :marketIfTouched,
:expiry => ((Time.now + 3600).utc.to_datetime.rfc3339),
:price => (resistance_y1 - (resistance_y1 - support_y1) * 0.05).round(prec),
:takeProfit => (resistance_y1 + (prediction_price - resistance_y1).abs * 0.2).round(prec)
}
end
end
end
}
p "==================================sell=================================="
json = JSON.parser.new(response_bearish.body)
data = json.parse
data['signals'].each { |signal|
instrument = signal['instrument']
pattern = signal['meta']['pattern']
if "Pennant".include?(pattern)
next
end
if !signal['data']['points']['keytime'].nil?
next
end
if margin >= 50
next
end
probability = signal['meta']['probability']
support_y1 = signal['data']['points']['support']['y1']
resistance_y1 = signal['data']['points']['resistance']['y1']
prediction_price = signal['data']['prediction']['pricelow']
starttime = signal['data']['prediction']['timefrom']
endtime = signal['data']['patternendtime']
direction = signal['meta']['direction']
if holds.include?(instrument)
next
end
if probability >=65 && direction == -1
if (Time.at(endtime) <= Time.now)
p "==========#{instrument}(#{probability}%)[#{pattern}]=========="
p "price #{support_y1} and #{prediction_price}"
p "order price: #{support_y1 + (resistance_y1 - support_y1) * 0.1}"
p "target price: #{support_y1 + (prediction_price - support_y1) * 0.2}"
p Time.at(endtime)
sleep 1
precision = connect.get do |request|
request.url "v1/instruments?accountId=#{conf['conf']['account']}&instruments=#{instrument}&fields=precision"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
end
prec=5
prec_data = JSON.parser.new(precision.body).parse
if prec_data['code'] == 43
next
else
prec_data['instruments'].each { |instrument|
prec= instrument['precision'].to_f.to_s.sub("1.0e-","").to_i
}
end
res = connect.post do |request|
request.url "v1/accounts/#{conf['conf']['account']}/orders"
request.headers = {
'Authorization' => "Bearer #{conf['conf']['token']}"
}
request.body = {
:instrument => instrument,
:units => 50,
:side => :sell,
:type => :marketIfTouched,
:expiry => ((Time.now + 3600).utc.to_datetime.rfc3339),
:price => (support_y1 + (resistance_y1 - support_y1) * 0.05).round(prec),
:takeProfit => (support_y1 - (prediction_price - support_y1).abs * 0.2).round(prec)
}
end
p res
end
end
}